The senator fired off a letter to Sony on Tuesday to note he is “troubled by the failure” of the company to “immediately notify affected customers of the breach and to extend adequate financial data security protections.”

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Sony’s PlayStation Network was shut down last Wednesday, and the company initially noted the service would return in “a day or two.” In the days to follow, however, Sony has only admitted its online gaming network did experience a significant “external intrusion.” The company has yet to detail how the breach occurred and whether consumers’ personal data has been affected.

The lack of answers hasn’t pleased Blumenthal. The former Connecticut attorney general noted in his letter that a breach of such magnitude “immediately raises concerns of data privacy, identity theft and other misuse of sensitive personal and financial data, such as names, email addresses and credit and debit card information.”

“I am concerned that PlayStation Network users’ personal and financial information may have been inappropriately accessed by a third party. Compounding this concern is the troubling lack of notification from Sony about the nature of the data breach,” the senator wrote to Jack Tretton, president and CEO of Sony Computer Entertainment America.

“Although the breach occurred nearly a week ago, Sony has not notified customers of the intrusion, or provided information that is vital to allowing individuals to protect themselves from identity theft, such as informing users whether their personal or financial information may have been compromised. Nor has Sony specified how it intends to protect these consumers,” Blumenthal continued.

The breach that’s sidelined the PlayStation Network is only the latest in a series of high-profile hacker attacks and leaks directed at top Web services. It comes on the heels of the Epsilon data breach, which generated headlines around the nation because it exposed the names and email addresses of millions of customers who do business with Target, Walgreens, Best Buy and other retail giants.

Blumenthal has called on Epsilon, too, to offer a more public explanation of the breach.

This article first appeared on POLITICO Pro at 2:08 p.m. on April 26, 2011.